CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8360 |
0.8348 |
-0.0012 |
-0.1% |
0.8368 |
High |
0.8384 |
0.8368 |
-0.0016 |
-0.2% |
0.8384 |
Low |
0.8352 |
0.8334 |
-0.0018 |
-0.2% |
0.8322 |
Close |
0.8360 |
0.8340 |
-0.0020 |
-0.2% |
0.8340 |
Range |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0062 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
28 |
31 |
3 |
10.7% |
473 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8449 |
0.8428 |
0.8358 |
|
R3 |
0.8415 |
0.8394 |
0.8349 |
|
R2 |
0.8381 |
0.8381 |
0.8346 |
|
R1 |
0.8360 |
0.8360 |
0.8343 |
0.8354 |
PP |
0.8347 |
0.8347 |
0.8347 |
0.8344 |
S1 |
0.8326 |
0.8326 |
0.8336 |
0.8320 |
S2 |
0.8313 |
0.8313 |
0.8333 |
|
S3 |
0.8279 |
0.8292 |
0.8330 |
|
S4 |
0.8245 |
0.8258 |
0.8321 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8534 |
0.8499 |
0.8374 |
|
R3 |
0.8472 |
0.8437 |
0.8357 |
|
R2 |
0.8410 |
0.8410 |
0.8351 |
|
R1 |
0.8375 |
0.8375 |
0.8345 |
0.8362 |
PP |
0.8348 |
0.8348 |
0.8348 |
0.8342 |
S1 |
0.8313 |
0.8313 |
0.8334 |
0.8300 |
S2 |
0.8286 |
0.8286 |
0.8328 |
|
S3 |
0.8224 |
0.8251 |
0.8322 |
|
S4 |
0.8162 |
0.8189 |
0.8305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8384 |
0.8322 |
0.0062 |
0.7% |
0.0037 |
0.4% |
29% |
False |
False |
94 |
10 |
0.8453 |
0.8322 |
0.0132 |
1.6% |
0.0053 |
0.6% |
14% |
False |
False |
129 |
20 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0061 |
0.7% |
34% |
False |
False |
110 |
40 |
0.8608 |
0.8066 |
0.0542 |
6.5% |
0.0068 |
0.8% |
50% |
False |
False |
62 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
55% |
False |
False |
43 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0049 |
0.6% |
55% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8513 |
2.618 |
0.8457 |
1.618 |
0.8423 |
1.000 |
0.8402 |
0.618 |
0.8389 |
HIGH |
0.8368 |
0.618 |
0.8355 |
0.500 |
0.8351 |
0.382 |
0.8347 |
LOW |
0.8334 |
0.618 |
0.8313 |
1.000 |
0.8300 |
1.618 |
0.8279 |
2.618 |
0.8245 |
4.250 |
0.8190 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8351 |
0.8359 |
PP |
0.8347 |
0.8352 |
S1 |
0.8343 |
0.8346 |
|